+42.7%
AMGN vs MMM
+12.5%
+30.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.3% |
| 7D | +1.5% | -0.8% | +2.3% | +1.8% |
| 30D | +13.1% | +14.4% | -1.3% | +8.0% |
| 3M | +12.9% | +1.8% | +11.1% | +11.9% |
| 6M | +40.8% | +31.3% | +9.5% | +28.1% |
| YTD | +45.6% | +18.0% | +27.6% | +34.5% |
| 1Y | +42.7% | +10.9% | +31.9% | +35.5% |
| All | +42.7% | +12.5% | +30.3% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MMM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling